-61.8%
CRWV vs TSEM
+60.6%
-122.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -12.0% | +2.1% | -3.9% |
| 7D | -28.1% | -30.3% | +2.2% | -14.0% |
| 30D | -52.4% | -49.3% | -3.1% | -34.1% |
| 3M | -51.4% | -38.0% | -13.5% | -38.9% |
| 6M | -65.9% | -41.9% | -23.9% | -57.6% |
| YTD | -39.0% | +11.6% | -50.6% | -46.1% |
| 1Y | -61.8% | +50.5% | -112.3% | -69.7% |
| All | -61.8% | +60.6% | -122.5% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling